S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:32.12% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 19.42 | |
| 0.0594 | 24.89 | |
| 0.9443 | 653.50 | |
| -0.0262 | -7.00 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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